Algorithmic Trading - Algorithmic Trading Strategies - Hurst Exponent, How Can It Differ From The Standard 1/2 Value - Volume 21
Algorithmic Trading - Algorithmic Trading Strategies - Hurst Exponent, How Can It Differ From The Standard 1/2 Value - Volume 21

Read Now Algorithmic Trading - Algorithmic Trading Strategies - Hurst Exponent, How Can It Differ From The Standard 1/2 Value - Volume 21 DOC

The ability to forecast future directions in the evolution of any financial or economic indices appears more than ever a key feature in modern societies. With our booklet series on “Algorithmic Trading Strategies”, we propose to share our research achievements in forecasting financial markets, through the building of trading strategies, perfectly rooted into algorithmic and mathematical finance. Along this series, we propose a large variety of methods and results on different markets at different time scales.In Volume 21 we discuss the Hurst exponent and how it could differ from the standard 1/2 value

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  • Released: November 16, 2020
  • Author: Fudancy Research
  • Rating: 5
  • Publisher: Ebook DIgital Agency
  • Total Page: 781 pages
  • File Size: 3670 KB
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